Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2626151.5399 | -20398.9699 | -2605752.5699 | -110018.7927 | 7480969.1967 | -7590987.9894 |
Total P&L (%) | -2626.1515 | -20.399 | -2605.7526 | -110.0188 | 7480.9692 | -7590.988 |
Avg Daily Profit (%) | -1.2856 | -0.01 | -1.2757 | 0 | 0.2121 | 0 |
Buy And Hold Return (%) | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 |
Max Trade Drawdown | -2673777 | -122560 | -2644621 | -9288341 | -893005 | -10812816 |
Profit Factor | 0.1937 | 0.9414 | 0.1043 | 0.9915 | 5.8678 | 0.3351 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 21 | 22 | 27 | 15 | 12 |
Losing Trades | 25 | 13 | 12 | 41 | 19 | 22 |
Profitability (%) | 63.2353 | 61.7647 | 64.7059 | 39.7059 | 44.1176 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.1126 | 0.5827 | 0.0569 | 1.5056 | 7.4326 | 0.6144 |
Largest Winning Trade | 54056 | 36434 | 54056 | 5697265 | 5697265 | 2236105 |
Largest Losing Trade | -1430857 | -77132 | -1430857 | -8602634 | -432553 | -8602634 |
Avg Bars in Trades | 175 | 183 | 167 | 175 | 183 | 167 |
Avg Bars in Winners | 83 | 86 | 79 | 243 | 247 | 238 |
Avg Bars in Losers | 334 | 340 | 328 | 130 | 132 | 129 |
Bars Traded | 11936 | 6235 | 5701 | 11936 | 6235 | 5701 |
Profit Streak | 0 | 413.5307 | 0 | 291.0307 | 0 | 324.0307 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -692562 | -577911 | -578888 | -695192 | 337602 | -585547 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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